oChoosing Between Value
and Growth in Mutual Fund Investing, with Glenn Pettengill and George Chang.
Financial Services Review, forthcoming.Working paper version.
oAre Global Systematic
Risk and Country-Specific Idiosyncratic Risk Priced in the Integrated World
International Review of Economics and Finance, 33, 2014,
pp.28-38.Working paper version.
oComparing Value and Growth
Mutual Performance: Bias from the Fama-French HML
Factor, with Glenn Pettengill and George Chang.
Academy of Economics and Finance Journal, 4, 2013, pp. 75-86.Working paper version.
oRisk-Return Predictions with the Fama-French Three-Factor Model Betas, with Glenn Pettengill and George Chang.
International Journal of Economics and Finance, 5(1), 2013, pp. 34-47.Working paper version.
oCountry-Specific Idiosyncratic Risk and
Global Equity Index Returns, with Ruey Yau.
International Review of Economics and Finance, 25, 2013,
oStatutory Central Bank Independence in Taiwan.
Asian Social Science, 6 (11), 2010, pp. 17-27.Working
oTraditional View or Revisionist View?The Effects of Monetary Policy on Exchange Rates
in Asia, with Peng Huang and Ruey Yau.
Applied Financial Economics, 20 (9), 2010, pp. 753-760.Working
Factor and Stock Returns: A Time-Varying Factor-Loadings Model
, with Peng Huang.
Applied Financial Economics, 19 (22), 2009, pp. 1813-1824.Working
oA Dual-Target Monetary
Policy Rule for Open Economies: An Application to France, with Ruey Yau.
Applied Economics Letters, 15 (12), 2008, pp. 945-948.Working
Risk-Return Relationship in a Time-Varying Beta Model, with Peng Huang. Quantitative Finance, 8 (4), June 2008, pp. 381-390.Working
oOutput Convergence Revisited: New Time Series
Results on Industrialized Countries, with Ruey Yau. Applied Economics Letters,14 (1),
January 2007, pp. 75-77.Working paper version.
oInvestor Preferences and Portfolio Selection:
Is Diversification an Appropriate Strategy?with Ruey Yau. Quantitative Finance, 6 (3), June 2006, pp. 255-271.Working
oShort-Sales Constraints and Stock Return Asymmetry: Evidence from the
Chinese Stock Markets. Applied Financial Economics, 16 (10), June
2006, pp. 707-716. Working
oUsing an Aggregate Demand-Aggregate Supply Model to Identify Structural
Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR, with James Cover and Walter Enders. Journal of Money, Credit, and Banking, 38 (3), April 2006, pp.
oForecasting Asymmetries in Aggregate Stock Market
Returns: Evidence from Conditional Skewness, with James
McDonald. Journal of Empirical Finance, 12 (5), December 2005, pp. 666-685.Working
oOverreaction Effects Independent of Risk and Characteristics: Evidence
from the Japanese Stock Market , with Chaoshin Chiao. Japan and the World Economy, 17 (4), December 2005, pp. 431-455. Working
oThe Correlation Between Shocks to Output and the
Price Level: Evidence from a Multivariate GARCH Model, with James Cover. Southern Economic Journal, July 2003, pp.75-92.Working
oAre Policy Rules Better than the Discretionary System in Taiwan?with James Cover and Ruey Yau. Contemporary Economic Policy 20 (1), January 2002, pp. 60-71.Working
oDo Bubbles or Time-Varying Risk Premiums Affect Stock Prices? A Kalman Filter Approach, with Lii-Tarn Chen and Chien-Fu Jeff
Lin. Global Business and Economics Review 2 (2), December 2000, pp.
oSources of Persistence in Cross-Country Income Disparities: A Structural
Analysis, with Ruey Yau. Journal of Macroeconomics, 22 (4), Fall 2000,
oThe Impact of Foreign Variables on Domestic Money Demand: Evidence from
the United Kingdom. Journal of Economics and Finance, 24 (2), Summer 2000, pp. 97-109.Working
oMoney Demand in an Open-Economy Shopping-Time Model: An
Out-of-Sample-Prediction Application to Canada. Journal of Economics and Business 51 (6), November/December 1999, pp.
oThe Demand for Money in an Open Economy: Some Evidence for Canada. North American Journal of Economics and Finance 9 (1), Spring 1998, pp.15-31.Working paper version.